Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47833.12 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46438.23 Kr¶

PnL: ---------------------------------------> -450.34 Kr¶

DD now: ---------------------------------> -1.638 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 16:03:56.488551'

Anic Portfolio¶

Today¶

Return: -0.419 %¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

This Week¶

Return: 0.63 %¶

Total¶

Return: 56.593 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.720000 2891.000000 255.000000 9.670000 2636.000010
Beijer Electronics Group 26 -0.990000 3125.200000 154.200000 5.190000 2971.000006
Corem Property Group B 59 -3.610000 661.980000 84.980000 14.730000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -4.750000 437.000000 82.000000 23.100000 355.000000
Boozt 12 1.630000 1722.000000 68.000000 4.110000 1653.999996
HMS Networks 2 0.560000 721.200000 48.200000 7.160000 673.000000
OEM International B 7 1.150000 555.100000 27.100000 5.130000 527.999997
Intrum 4 0.660000 549.400000 22.400000 4.250000 527.000000
SAAB B 8 1.990000 3397.600000 20.600000 0.610000 3377.000000
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Essity A 4 0.340000 1168.000000 19.000000 1.650000 1149.000000
Coor Service Management Hold. 8 -0.220000 548.400000 16.400000 3.080000 532.000000
Karnov Group 9 -0.330000 549.900000 13.900000 2.590000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -3.820000 259.680000 13.680000 5.560000 246.000000
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Essity B 2 0.310000 584.600000 10.600000 1.850000 574.000000
AcadeMedia 12 -0.170000 563.040000 6.040000 1.080000 557.000004
Midsona B 63 -3.520000 587.790000 4.790000 0.820000 582.999984
Fastighetsbolag. Emilshus Pref 21 -2.890000 564.900000 2.900000 0.520000 562.000005
Resurs Holding 22 -1.690000 575.960000 1.960000 0.340000 573.999998
Nordea Bank Abp 29 -0.370000 3455.640000 1.640000 0.050000 3453.999992
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Securitas B 6 -0.080000 569.640000 -0.360000 -0.060000 570.000000
FM Mattsson Mora Group B 50 -1.520000 2925.000000 -2.000000 -0.070000 2927.000000
Handelsbanken A 5 -1.230000 542.750000 -3.250000 -0.600000 546.000000
Swedbank A 3 -0.690000 559.950000 -4.050000 -0.720000 564.000000
Norva24 Group 16 -2.770000 538.560000 -4.440000 -0.820000 543.000000
CTEK 13 -2.570000 527.670000 -6.330000 -1.190000 533.999999
International Petroleum Corp. 5 1.870000 545.000000 -49.570000 -8.340000 594.565215
Sampo Oyj SDB 7 0.000000 3794.000000 -56.000000 -1.450000 3850.000000
Vivesto 1368 0.500000 552.670000 -60.330000 -9.840000 612.999432
OX2 18 0.540000 1511.100000 -152.900000 -9.190000 1663.999992
Axfood 13 0.470000 3597.100000 -158.900000 -4.230000 3756.000001
Fasadgruppen Group 35 1.020000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 -4.660000 2870.400000 -491.600000 -14.620000 3361.999992
TOTAL 46438.230000 -450.340000 -1.63844% 46888.564618

Updated:¶

'2023-01-17 16:04:08.955763'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶